+410.2%
BBAR vs SPY
+79.8%
+330.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.9% |
| 7D | +1.7% | -2.0% | +3.6% | +4.2% |
| 30D | -6.8% | -1.7% | -5.2% | -4.9% |
| 3M | -12.4% | +4.7% | -17.1% | -17.0% |
| 6M | +7.5% | +12.5% | -5.0% | -6.2% |
| YTD | -13.6% | +11.7% | -25.3% | -23.5% |
| 1Y | +59.4% | +17.5% | +41.9% | +34.3% |
| 3Y | +282.2% | +76.6% | +205.6% | +119.7% |
| 5Y | +410.2% | +82.0% | +328.1% | +182.4% |
| All | +410.2% | +79.8% | +330.4% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling